Solving BSDE with adaptive control variate
Labart, C. ; Gobet, E.
HAL, hal-00498268 / Harvested from HAL
Text on HAL
International audience
Publié le : 2010-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00498268,
     author = {Labart, C. and Gobet, E.},
     title = {Solving BSDE with adaptive control variate},
     journal = {HAL},
     volume = {2010},
     number = {0},
     year = {2010},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00498268}
}

Labart, C.; Gobet, E. Solving BSDE with adaptive control variate. HAL, Tome 2010 (2010) no. 0, . http://gdmltest.u-ga.fr/item/hal-00498268/